+2,133.0%
STRL vs DUOL
-10.4%
+2,143.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.2% | +8.5% | +3.8% |
| 7D | +10.1% | -7.8% | +17.9% | +11.0% |
| 30D | -8.2% | +11.8% | -20.0% | -9.7% |
| 3M | -43.7% | +24.1% | -67.8% | -45.9% |
| 6M | +27.1% | +43.6% | -16.5% | +18.3% |
| YTD | +64.0% | -16.6% | +80.6% | +65.7% |
| 1Y | +75.2% | -46.0% | +121.2% | +88.7% |
| 3Y | +539.9% | -6.5% | +546.4% | +535.1% |
| 5Y | +2,133.0% | -7.4% | +2,140.4% | +1,951.1% |
| All | +2,133.0% | -10.4% | +2,143.4% | +1,951.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DUOL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling